论文标题

关于因果推理的信息流的几何形状

On Geometry of Information Flow for Causal Inference

论文作者

Surasinghe, Sudam, Bollt, Erik M.

论文摘要

因果推论也许是科学中最基本的概念之一,最初是从一些古老的哲学家到今天的作品开始的,但在统计学家,机器学习专家和许多其他领域的科学家的当前工作中也很强。本文采用了信息流的观点,其中包括诺贝尔奖获奖作品有关Granger-Cosality的奖项,以及最近非常受欢迎的转会熵,这些概率本质上是概率的。我们的主要贡献是开发分析工具,该工具将允许将信息流作为因果推断的几何解释,这是由正转移熵指示的。我们将描述基础流形的有效维度,这些维度被投影到总结信息流的结果空间中。因此,与概率和几何观点相比,我们将根据有条件地应用于未来预测的竞争解释的分形相关维度来引入一种新的因果推理,我们将编写$ geoc_ {y \ rightarrow x} $。这避免了我们显示的一些有限问题,即传输熵存在$ t_ {y \ rightarrow x} $。我们将通过从依次更复杂的合成模型中开发出的数据来强调我们的讨论:然后包括Hénon地图示例,最后是与呼吸和心率功能相关的真实生理示例。 关键字:因果推理;转移熵;差分熵;相关维度; Pinsker的不平等; Frobenius-Perron操作员。

Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine learning experts, and scientists from many other fields. This paper takes the perspective of information flow, which includes the Nobel prize winning work on Granger-causality, and the recently highly popular transfer entropy, these being probabilistic in nature. Our main contribution will be to develop analysis tools that will allow a geometric interpretation of information flow as a causal inference indicated by positive transfer entropy. We will describe the effective dimensionality of an underlying manifold as projected into the outcome space that summarizes information flow. Therefore contrasting the probabilistic and geometric perspectives, we will introduce a new measure of causal inference based on the fractal correlation dimension conditionally applied to competing explanations of future forecasts, which we will write $GeoC_{y\rightarrow x}$. This avoids some of the boundedness issues that we show exist for the transfer entropy, $T_{y\rightarrow x}$. We will highlight our discussions with data developed from synthetic models of successively more complex nature: then include the Hénon map example, and finally a real physiological example relating breathing and heart rate function. Keywords: Causal Inference; Transfer Entropy; Differential Entropy; Correlation Dimension; Pinsker's Inequality; Frobenius-Perron operator.

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